+69.4%
NOC vs QS
-47.4%
+116.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +0.7% |
| 7D | -1.8% | -5.0% | +3.2% | -1.8% |
| 30D | -9.4% | -18.3% | +8.9% | -9.5% |
| 3M | -3.8% | -26.0% | +22.2% | -3.9% |
| 6M | -28.8% | -24.0% | -4.7% | -28.8% |
| YTD | -7.9% | -50.3% | +42.4% | -7.9% |
| 1Y | -9.0% | -38.0% | +28.9% | -9.0% |
| 3Y | +29.1% | -24.6% | +53.7% | +29.6% |
| 5Y | +58.9% | -75.4% | +134.4% | +59.4% |
| All | +69.4% | -47.4% | +116.8% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling